+12.9%
RRX vs BWA
+55.6%
-42.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.0% |
| 7D | -0.3% | -1.3% | +1.0% | +0.3% |
| 30D | -6.1% | -2.9% | -3.2% | -4.9% |
| 3M | -23.1% | -10.7% | -12.3% | -18.9% |
| 6M | -19.5% | +26.5% | -46.0% | -27.8% |
| YTD | +16.1% | +49.1% | -33.0% | -9.6% |
| 1Y | +12.9% | +52.1% | -39.1% | -13.4% |
| All | +12.9% | +55.6% | -42.7% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling